I've hunt both sheep & goats here in Colorado. Bighorns were by Pagosa Springs---Wolf Creek Pass ------Goats were in G13----Missouri Peak, Mtn Huron, Iowa Peak.
I used my 30/06 topped with a Leupold 2.5x8. I used my elk handloads with 180 grain Hornady Interloc.
Getting in shape---lots of stair climber in the gym. Backpacking sheep country 3 or 4 times to scout. Still lost 12 pounds on the sheep hunt & it was easy. Sheep season opens the day after Labor Day. I packed in on Saturday-----elk hunters down the canyon saw a band of 9 rams above where I was going to camp. I saw them from camp Saturday note, watched them all day Sunday & Monday. Tuesday hiked up & shot a 7/8 curl.
Goat hunt pretty much the same. I did the 2nd season in G13. Last 2 weeks in September----better hair & better chance of drawing. Saw the goats in the cliffs. Hiked up Saturday & Sunday but they gave me the slip. Went back the following weekend & shot a lone billy. Six year old. Broke his horns when he slid down an avalanche shoot.
Keep applying in all the western states. Someday your number will come up. CB